+57.3%
VUG vs JBHT
+17.1%
+40.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -3.4% | -1.6% | -1.8% | -2.9% |
| 30D | -11.1% | -2.3% | -8.8% | -10.6% |
| 3M | -7.2% | -18.5% | +11.2% | -2.2% |
| 6M | -4.1% | -11.3% | +7.1% | -2.2% |
| YTD | +1.4% | +12.6% | -11.2% | -5.0% |
| 1Y | +1.9% | +29.8% | -27.8% | -9.2% |
| 3Y | +77.7% | +28.1% | +49.7% | +53.0% |
| All | +57.3% | +17.1% | +40.3% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling